+6.9%
TMO vs SAP
+52.7%
-45.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -2.5% | -5.1% | +2.6% | -0.9% |
| 30D | -0.3% | -1.8% | +1.5% | +0.2% |
| 3M | +25.3% | +20.9% | +4.3% | +17.8% |
| 6M | +20.9% | +7.0% | +13.9% | +17.6% |
| YTD | +4.3% | -13.7% | +18.0% | +8.0% |
| 1Y | +27.0% | -19.6% | +46.6% | +34.4% |
| 3Y | +17.5% | +52.4% | -34.9% | -8.0% |
| 5Y | +6.9% | +54.4% | -47.5% | -24.9% |
| All | +6.9% | +52.7% | -45.8% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling